Unfortunately, I have bad news. Currently the game only supports latin character sets ( Arial font )
The structure of the game makes it very difficult to replace all the fonts, and unicode support is not currently possible. I hope to find a way to change this in the future, but for now I am afraid that it is not possible.

Looking back through the Clickteam forums, it appears they were working on unicode support last year. So whether it went into a recent patch, or whether basic Arial supports Korean, I don't know. But it's great news!

Unfortunately this forum has no options for user image upload, but if you could get a screenshot online I would love to see it.